Anic Equity¶

Anic Equity¶

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Total return since start: 0.72 %¶

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Equity now: -----------------------------> 52538.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34658.59 Kr¶

PnL: ---------------------------------------> -549.41 Kr¶

DD now: ---------------------------------> -1.095 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:00:01.856474'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.994 %¶

Total¶

Return: 71.998 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
SCA A 4 0.000000 602.400000 3.400000 0.570000 599.000000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
Creades A 7 0.000000 612.500000 1.500000 0.250000 610.999998
Biotage 4 0.000000 604.000000 1.000000 0.170000 603.000000
BONESUPPORT HOLDING 10 0.000000 1225.000000 1.000000 0.080000 1224.000000
SynAct Pharma 9 0.000000 645.300000 0.300000 0.050000 645.000003
NCC A 6 0.000000 598.800000 -0.200000 -0.030000 598.999998
BHG Group 49 0.000000 637.980000 -1.020000 -0.160000 638.999984
Addtech B 3 -0.090000 696.600000 -3.400000 -0.490000 699.999999
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
Indutrade 5 0.000000 1313.000000 -7.000000 -0.530000 1320.000000
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
NCC B 7 0.000000 645.050000 -8.950000 -1.370000 653.999997
Sampo Oyj SDB 1 0.200000 496.000000 -9.000000 -1.780000 505.000000
Embracer Group B 26 0.260000 651.820000 -10.180000 -1.540000 661.999988
Sdiptech B 3 0.000000 810.000000 -12.000000 -1.460000 822.000000
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Fortnox 10 0.000000 655.000000 -13.000000 -1.950000 668.000000
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 0.000000 653.400000 -23.600000 -3.490000 677.000001
Volati 5 0.190000 541.000000 -33.000000 -5.750000 574.000000
Lundin Gold 7 0.000000 940.800000 -33.200000 -3.410000 973.999999
Ambea 68 0.000000 2501.040000 -35.960000 -1.420000 2537.000032
Balco Group 39 0.000000 1836.900000 -38.100000 -2.030000 1874.999997
Investor A 16 0.000000 3504.000000 -41.000000 -1.160000 3545.000000
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Gaming Innovation Group 161 0.000000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
New Wave B 20 0.310000 3826.000000 -90.000000 -2.300000 3916.000000
TOTAL 34658.590000 -549.410000 -1.09489% 35207.999938

Updated:¶

'2023-06-09 09:00:16.389111'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶